S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.7121	5.66
$α$	0.0911	6.32
$β$	0.8059	19.04
$γ_{1}$	0.1219	2.08
$γ_{2}$	-0.1518	-1.79
$γ_{3}$	-0.0474	-0.79
$γ_{4}$	0.2817	3.92
$γ_{5}$	-0.4350	-5.90
$γ_{6}$	0.3707	6.10
$γ_{7}$	-0.1936	-2.83
$γ_{8}$	0.0535	0.70
$γ_{9}$	0.0112	0.12

V-Lab

Coventry Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:92.46% (+12.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Coventry Group Ltd Analyses